AUSTRALIAN SHARE PRICES AND RANDOM WALK HYPOTHESIS

[1] Alexander S., 1964, PRICE MOVEMENTS SPEC

[2] ALEXANDER SS, 1961, IMR-IND MANAG REV, V2, P7

[3] Bachelier L., 1964, RANDOM CHARACTER STO

[4] BACHELIER L, 1900, THEORY SPECULATION

[5] DISTRIBUTION OF STOCK PRICE DIFFERENCES - GAUSSIAN AFTER ALL [J]. OPERATIONS RESEARCH, 1966, 14 (02) : 334 - &

[6] COOTNER PH, 1962, IMR-IND MANAG REV, V3, P24

[7] A REVISION OF PREVIOUS CONCLUSIONS REGARDING STOCK-PRICE BEHAVIOR [J]. ECONOMETRICA, 1960, 28 (04) : 909 - 915

[8] COWLES A, ECONOMETRICA, V5, P280

[9] CAN STOCK MARKET FORECASTERS FORECAST? [J]. ECONOMETRICA, 1933, 1 (03) : 309 - 324

[10] AUTOCORRELATION BETWEEN FIRST DIFFERENCES OF MID-RANGES [J]. ECONOMETRICA, 1966, 34 (01) : 215 - &

[1] Alexander S., 1964, PRICE MOVEMENTS SPEC

[2] ALEXANDER SS, 1961, IMR-IND MANAG REV, V2, P7

[3] Bachelier L., 1964, RANDOM CHARACTER STO

[4] BACHELIER L, 1900, THEORY SPECULATION

[5] DISTRIBUTION OF STOCK PRICE DIFFERENCES - GAUSSIAN AFTER ALL [J]. OPERATIONS RESEARCH, 1966, 14 (02) : 334 - &

[6] COOTNER PH, 1962, IMR-IND MANAG REV, V3, P24

[7] A REVISION OF PREVIOUS CONCLUSIONS REGARDING STOCK-PRICE BEHAVIOR [J]. ECONOMETRICA, 1960, 28 (04) : 909 - 915

[8] COWLES A, ECONOMETRICA, V5, P280

[9] CAN STOCK MARKET FORECASTERS FORECAST? [J]. ECONOMETRICA, 1933, 1 (03) : 309 - 324

[10] AUTOCORRELATION BETWEEN FIRST DIFFERENCES OF MID-RANGES [J]. ECONOMETRICA, 1966, 34 (01) : 215 - &